:hesaid:
I don't have a lot of experience with different window types - out here is all relatively new construction and the only thing that's changed is going from metal frames to vinyl... but the windows I've seen usually have a channel on the edges that would make it so the roller usually wouldn't get pressed in enough.
I haven't seen anyone do this in practice in probably 20 years (at least first hand) but I remember a long time ago, the high-end security guys would do two magnets (as mentioned above) - one in the fully closed position and one open 3-6". There would be a subtle line on the window that, if opened to that point, you'd engage the second magnet allowing you to arm the alarm. If anyone tried to touch the window to open it further, off the alarm would go.
I suspect there aren't many custom alarms anymore - unfortunately the majority are trunk-slammer adt/bay alarm/etc contractors basically so people are stuck bypassing open windows.
Security screens are another great option - you get an alarm trigger when the screen is cut or removed before the person has even gotten to the window.